+1,001.8%
TER vs ARMK
+131.1%
+870.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +4.2% | +8.5% | +11.1% |
| 7D | -5.8% | +0.9% | -6.7% | -5.7% |
| 30D | -38.9% | -0.4% | -38.5% | -38.5% |
| 3M | -35.1% | -2.0% | -33.2% | -34.3% |
| 6M | -31.6% | +22.0% | -53.5% | -36.5% |
| YTD | +27.2% | +49.6% | -22.4% | +9.7% |
| 1Y | +35.2% | +46.4% | -11.1% | +17.3% |
| 3Y | +192.8% | +103.2% | +89.6% | +124.3% |
| 5Y | +72.4% | +108.1% | -35.7% | +30.3% |
| 10Y | +1,001.8% | +129.4% | +872.4% | +749.4% |
| All | +1,001.8% | +131.1% | +870.7% | +749.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ARMK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling